The sequential fitting of subset auto regressions with a forgetting factor

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Autoria(s): Brailsford, T. J.; Hyung, N.; Penm, J. H. W.; Terrell, R. D.

Contribuinte(s)	J-S. Yoo
Data(s)	01/01/2004
Identificador	http://espace.library.uq.edu.au/view/UQ:69177
Publicador	Asia-Pacific Economic Association
Palavras-Chave	#C1 #350302 Financial Econometrics #720199 Macroeconomic issues not elsewhere classified
Tipo	Journal Article